+9.0%
DUOL vs IAG
+673.5%
-664.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.8% | -3.4% | -5.1% |
| 7D | -7.8% | +4.3% | -12.0% | -8.1% |
| 30D | +11.8% | +9.8% | +2.1% | +10.7% |
| 3M | +24.1% | +28.9% | -4.8% | +20.7% |
| 6M | +43.6% | -7.6% | +51.2% | +43.4% |
| YTD | -16.6% | +22.0% | -38.5% | -20.2% |
| 1Y | -46.0% | +99.5% | -145.5% | -51.6% |
| 3Y | -6.5% | +818.3% | -824.7% | -32.2% |
| 5Y | -7.4% | +785.9% | -793.3% | -27.8% |
| All | +9.0% | +673.5% | -664.4% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling